+48.3%
IEMG vs INSM
+375.8%
-327.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | +1.9% | -2.2% | +4.1% | +2.0% |
| 3M | +1.4% | +33.8% | -32.4% | -0.3% |
| 6M | +15.2% | -7.2% | +22.3% | +15.0% |
| YTD | +23.8% | -25.6% | +49.5% | +24.8% |
| 1Y | +30.7% | -11.2% | +41.9% | +30.3% |
| 3Y | +83.3% | +388.3% | -305.1% | +67.3% |
| All | +48.3% | +375.8% | -327.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling